-12.0%
GGLL vs EXR
+24.1%
-36.1%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.6% | +4.2% | +3.6% |
| 7D | +11.5% | -1.2% | +12.7% | +11.7% |
| 30D | -31.2% | +18.3% | -49.5% | -33.6% |
| 3M | -28.7% | +9.1% | -37.7% | -29.3% |
| 6M | -47.2% | +11.7% | -58.9% | -48.2% |
| YTD | -24.3% | +25.7% | -49.9% | -22.8% |
| 1Y | -12.0% | +24.9% | -36.9% | -10.3% |
| All | -12.0% | +24.1% | -36.1% | -10.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling